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• W1645300797 abstract "We establish higher-order weighted Sobolev and Hölder regularity for solutions to variational equations defined by the elliptic Heston operator, a linear second-order degenerate-elliptic operator arising in mathematical finance [27]. Furthermore, given $C^infty$-smooth data, we prove $C^infty$-regularity of solutions up to the portion of the boundary where the operator is degenerate. In mathematical finance, solutions to obstacle problems for the elliptic Heston operator correspond to value functions for perpetual American-style options on the underlying asset." @default.
• W1645300797 created "2016-06-24" @default.
• W1645300797 creator A5064826043 @default.
• W1645300797 creator A5072070403 @default.
• W1645300797 date "2015-03-01" @default.
• W1645300797 modified "2023-09-27" @default.
• W1645300797 title "Degenerate-elliptic operators in mathematical finance and higher-order regularity for solutions to variational equations" @default.
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• W1645300797 doi "https://doi.org/10.57262/ade/1423055204" @default.
• W1645300797 hasPublicationYear "2015" @default.
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